On equalities of estimations of parametric functions under a general linear model and its restricted models

DOI10.1007/s00184-009-0255-2zbMath1197.62020OpenAlexW2000071128MaRDI QIDQ601764

Yongge Tian

Publication date: 29 October 2010

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-009-0255-2

zbMATH Keywords

estimabilityBLUEOLSEparametric functionsequality of estimationsrestricted linear model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10) Parametric inference under constraints (62F30) Theory of matrix inversion and generalized inverses (15A09)

Related Items (17)

On connections among OLSEs and BLUEs of whole and partial parameters under a general linear model ⋮ Estimation in singular linear models with stepwise inclusion of linear restrictions ⋮ Some overall properties of seemingly unrelated regression models ⋮ On the equality of estimators under a general partitioned linear model with parameter restrictions ⋮ On relations between weighted least-squares estimators of parametric functions under a general partitioned linear model and its small models ⋮ Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model ⋮ A prediction analysis in a constrained multivariate general linear model with future observations ⋮ On equivalence of predictors/estimators under a multivariate general linear model with augmentation ⋮ A comparison between two competing fixed parameter constrained general linear models with new regressors ⋮ On decompositions of estimators under a general linear model with partial parameter restrictions ⋮ Equalities for estimators of partial parameters under linear model with restrictions ⋮ The additive and block decompositions about the WLSEs of parametric functions for a multiple partitioned linear regression model ⋮ On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models ⋮ On comparison of dispersion matrices of estimators under a constrained linear model ⋮ Matrix rank and inertia formulas in the analysis of general linear models ⋮ The equalities of estimations under a general partitioned linear model and its stochastically restricted model ⋮ Some remarks on general linear model with new regressors

Cites Work

• A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss-Markov model
• On restricted estimation in linear models
• Characterizations of estimability in the general linear model
• A generalization of Rao's covariance structure with applications to several linear models
• Representations of best linear unbiased estimators in the Gauss-Markoff model with a singular dispersion matrix
• Best linear unbiased estimation in the restricted general linear model²
• A note on best linear unbiased estimation in the restricted general linear model
• Robust Wald Tests in Sur Systems with Adding-up Restrictions
• On Best Linear Unbiased Estimation in the Restricted General Linear Model
• The Treatment of Linear Restrictions in Regression Analysis
• When are Gauss-Markov and Least Squares Estimators Identical? A Coordinate-Free Approach
• On Canonical Forms, Non-Negative Covariance Matrices and Best and Simple Least Squares Linear Estimators in Linear Models
• The Equations AX - YB = C and AX - XB = C in Matrices
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